Paper focuses on dealing with sparse data
Higher costs of failure are driving banks to improve anti-fraud measures
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Alexander Campbell articles
Accelus wins again for ease of use and flexibility
Interdependence across internet is laying foundations of a disaster
Recently formed FCA ramps up level of fines compared with predecessor, FSA
Low-level bribery happens, but avoiding the risk is practical, lawyers say
Operational risk loss data – March 2014
Fed proposal is driving banks out of physical markets
Technique helps banks pass 'use test'
Banks hoping for guidance on non-IGA nations
Vary expected loss as economy changes, Felix says
Zero tolerance sounds good but useless for managers, conference hears
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.